Derivative-free method for bound constrained nonlinear monotone equations and its application in solving steady state reaction-diffusion problems
We present a derivative-free algorithm for solving bound constrained systems of nonlinear monotone equations. The algorithm generates feasible iterates using in a systematic way the residual as search direction and a suitable step-length closely related to the Barzilai-Borwein choice. A convergenc...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Universidad Simón Bolívar
2016-10-01
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Series: | Bulletin of Computational Applied Mathematics |
Subjects: | |
Online Access: | http://drive.google.com/open?id=0B5GyVVQ6O030UmN0WkdqVVYzUVE |